+341.4%
ELF vs ED
+129.3%
+212.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +5.9% |
| 7D | +4.0% | +1.6% | +2.3% | +3.8% |
| 30D | +10.6% | +13.3% | -2.7% | +9.3% |
| 3M | +25.8% | +9.7% | +16.1% | +24.7% |
| 6M | +89.1% | +12.8% | +76.3% | +86.6% |
| YTD | +52.7% | +22.3% | +30.4% | +49.2% |
| 1Y | +51.7% | +26.3% | +25.4% | +47.7% |
| 3Y | +14.2% | +45.0% | -30.8% | +6.1% |
| 5Y | +270.7% | +80.2% | +190.5% | +227.2% |
| All | +341.4% | +129.3% | +212.2% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling